$17.13
+0.42 (+2.51%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 78.89% | Sharpe | 0.45 |
| Sortino | 0.76 |
| Beta | 2.19 | Correlation | 0.42 |
| Up capture | 193.36% | Down capture | 301.53% |
Relative Value shows 1.87 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −75.04% | Ulcer Index | 47.17 |
| MTD | 13.52% | QTD | 9.11% |
| YTD | 78.44% | Window (ann., 3.0y) | 6.23% |
| Skewness | 1.73 | Excess Kurtosis | 13.17 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.12 |
| Gain/Pain | 0.09 | Hit Rate | 47.13% |
| Win/Loss | 1.20 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.25% | -11.71% | -8.03% | -11.42% |
| CVaR (ES) | -9.52% | -15.66% | -10.11% | -13.10% |
| VaR (Cornish-Fisher) | — | — | -3.98% | -14.78% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -75.04% | 2024-04-09 | 2025-03-10 | ongoing | 229 | — |
| -38.04% | 2023-09-14 | 2023-10-27 | 2023-12-01 | 31 | 24 |
| -19.82% | 2024-03-01 | 2024-03-13 | 2024-03-27 | 8 | 10 |
| -13.98% | 2023-12-14 | 2024-01-18 | 2024-02-27 | 22 | 27 |
| -13.88% | 2023-08-29 | 2023-09-11 | 2023-09-13 | 8 | 2 |
| -7.16% | 2023-12-04 | 2023-12-06 | 2023-12-13 | 2 | 5 |
| -4.26% | 2023-08-23 | 2023-08-24 | 2023-08-29 | 1 | 3 |
| -2.36% | 2024-02-27 | 2024-02-28 | 2024-02-29 | 1 | 1 |
| -2.32% | 2024-03-27 | 2024-03-28 | 2024-04-01 | 1 | 1 |
| -1.89% | 2024-04-04 | 2024-04-05 | 2024-04-08 | 1 | 1 |
Worst depth first · lengths in trading days.